Adaptive Knockoffs is a procedure for the probelm of multiple testing with side information. To learn more about the methodology, readers can refer to the our paper Adaptive Knockoffs. The R-package adaptiveKnockoffs implements this procedure. This website provides tutorials for using the adaptiveKnockoffs R package.
To install this package (of the current version), run the following command in your R console:
devtools::install_github("zhimeir/adaptiveKnockoffs")All code for the R package is publically available through Github here. To exactly reproduce the numerical results in the paper, one can use the code in this repository. Note that since the R package will be constantly updated, it may give slightly different (yet improved) results from those in the paper. Unless the reader intends to reproduce the results in the paper, it is recommended to use the R package.